+320.3%
INTC vs SPMO
+575.0%
-254.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +18.0% | +2.7% | +15.3% | +14.6% |
| 30D | +8.9% | +1.1% | +7.9% | +8.0% |
| 3M | -1.6% | +2.0% | -3.6% | -0.9% |
| 6M | +133.1% | +26.5% | +106.5% | +91.4% |
| YTD | +187.9% | +26.5% | +161.4% | +136.6% |
| 1Y | +334.7% | +27.9% | +306.8% | +254.8% |
| 3Y | +184.2% | +160.4% | +23.8% | +16.6% |
| 5Y | +116.0% | +151.5% | -35.5% | -8.2% |
| 10Y | +270.0% | +526.3% | -256.4% | -18.7% |
| All | +320.3% | +575.0% | -254.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling